RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Sep 2025 04:12 PM IST
| RELIANCE 30SEP2025 1390 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0.82
Theta: -0.85
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1407.40 | 28.3 | -5.95 | 15.46 | 2,193 | -34 | 2,543 | |||||||||
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| 14 Sept | 1395.00 | 24.05 | 3.7 | 14.22 | 15,303 | -635 | 4,494 | |||||||||
| 17 Aug | 1373.80 | 36 | -2.8 | 18.15 | 164 | 56 | 163 | |||||||||
For Reliance Industries Ltd - strike price 1390 expiring on 30SEP2025
Delta for 1390 CE is 0.72
Historical price for 1390 CE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 28.3, which was -5.95 lower than the previous day. The implied volatity was 15.46, the open interest changed by -34 which decreased total open position to 2543
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 24.05, which was 3.7 higher than the previous day. The implied volatity was 14.22, the open interest changed by -635 which decreased total open position to 4494
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 36, which was -2.8 lower than the previous day. The implied volatity was 18.15, the open interest changed by 56 which increased total open position to 163
| RELIANCE 30SEP2025 1390 PE | |||||||
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Delta: -0.26
Vega: 0.80
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1407.40 | 6.25 | 0.4 | 15.73 | 5,820 | -176 | 3,348 |
| 14 Sept | 1395.00 | 15.1 | -5.55 | 16.64 | 7,443 | 644 | 4,068 |
| 17 Aug | 1373.80 | 40.4 | 4.15 | 20.74 | 20 | 8 | 93 |
For Reliance Industries Ltd - strike price 1390 expiring on 30SEP2025
Delta for 1390 PE is -0.26
Historical price for 1390 PE is as follows
On 21 Sept RELIANCE was trading at 1407.40. The strike last trading price was 6.25, which was 0.4 higher than the previous day. The implied volatity was 15.73, the open interest changed by -176 which decreased total open position to 3348
On 14 Sept RELIANCE was trading at 1395.00. The strike last trading price was 15.1, which was -5.55 lower than the previous day. The implied volatity was 16.64, the open interest changed by 644 which increased total open position to 4068
On 17 Aug RELIANCE was trading at 1373.80. The strike last trading price was 40.4, which was 4.15 higher than the previous day. The implied volatity was 20.74, the open interest changed by 8 which increased total open position to 93
